quantile-functions

There are 0 repository under quantile-functions topic.

• kthohr / stats

  A C++ header-only library of statistical distribution functions.

  statscppconstexprnumerical-methodsprobabilitydistributionsstatisticsarmadillocpp11armadillo-libraryopenmpdensity-functionsquantilequantile-functionscdfblazeeigeneigen3
  Language:C++ 510

• BY571 / FQF-and-Extensions

  PyTorch implementation of the state-of-the-art distributional reinforcement learning algorithm Fully Parameterized Quantile Function (FQF) and Extensions: N-step Bootstrapping, PER, Noisy Layer, Dueling Networks, and parallelization.

  fqfquantile-functionsdistributional-rlreinforcement-learningreinforcement-learning-algorithmsdqn-pytorchpytorchprioritized-experience-replaynoisy-layerdueling-network-architecturenstep-bootstrappingmultiprocessingparallel-processingmulti-environment
  Language:Jupyter Notebook 26

• GeoBosh / cvar

  R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)

  value-at-riskexpected-shortfallriskquantile-functionslocations-scale-transformationsquantile
  Language:R 5

• bghojogh / Quantile-Quantile-Embedding

  The code for Quantile-Quantile Embedding (QQE).

  quantile-functionsquantilemanifold-learningdistribution-transformation
  Language:Python 4

• open-risk / tailRisk

  A library for the calculation of tail risk measures

  expected-shortfallquantile-functionsrisk-measurevalue-at-risk
  Language:C++ 4

• bsouhaib / qf-tpp

  Implementation of"Learning Quantile Functions for Temporal Point Processes with Recurrent Neural Splines" (@ AISTATS 2022)

  pytorchtemporal-point-processescrpsquantile-functions
  Language:Python 2

• poluyan / MVQuantileFun

  Multivariate quantile function from discrete approximation of continuous probability distribution function

  quantilequantile-functionscdfdensity-functionsmultivariate
  Language:R 1

• poluyan / PEPSGO

  Peptide structure prediction by global optimization of a potential energy function

  protein-structure-predictionrosettamultivariatequantile-functionsstochastic-optimizationglobal-optimization
  Language:C++ 1

• poluyan / mveqf

  MultiVariate Empirical Quantile Function (grid-based)

  distributionempiricalfinite-state-automatafunctiongridmongemultidimensionalmultivariateoptimal-transportquantilequantile-functionstransformtrie
  Language:C++ 0

• poluyan / QuantileFun

  One-dimensional quantile function from discrete approximation of continuous probability distribution function

  cdfdensity-functionspdfquantilequantile-functions
  Language:R